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David G. Luenberger
Professor
Management Science and Engineering

Office: Terman 410 | Phone: 650-723-3039 | Fax: 650-723-1614
Email: luen @ stanford.edu

 

Introduction to Dynamic Systems: Theory, Models, and Applications


Pub: John Wiley and Sons, Inc. New York, 1979.

From the Preface: The objective of the book, simply stated, is to help one develop the ability to analyze real dynamic phenomena and dynamic systems. This objective is pursued through the presentation of three important aspects of dynamic systems: (1) the theory, which explores properties of mathematical representations of dynamics systems, (2) example models, which demonstrate how concrete situations can be translated into appropriate mathematical representations, and (3) applications, which illustrate the kinds of questions that might be posed in a given situation, and how theory can help resolve these questions. Although the highest priority is, appropriately, given to the orderly presentation of the theory, significant samples of all three of these essential ingredients are contained in the book.

CONTENTS

  1. Introduction
  2. Difference and Differential Equations
  3. Linear Algebra
  4. Linear State Equations
  5. Linear Systems with Constant Coefficients
  6. Positive Linear Systems
  7. Markov Chains
  8. Concepts of Control
  9. Analysis of Nonlinear Systems
  10. Some Important Dynamic Systems
  11. Optimal Control

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